In this paper, under certain conditions, the usual stochastic, convex and dispersive orders between the smallest claim amounts with independent Weibull claims are discussed. Also, under conditions on some well-known common copula, some stochastic comparisons of smallest claim amounts with dependent heterogeneous claims have been obtained.
Barmalzan G. New Results on Stochastic Comparisons of Smallest Claim Amounts in Two Heterogeneous Portfolios with Weibull Claims. JSS 2019; 13 (1) :57-75 URL: http://jss.irstat.ir/article-1-545-en.html